+3.7%
CMS vs AMRZ
-17.5%
+21.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.3% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +7.2% | +15.1% | -7.9% | +7.0% |
| 3M | -1.3% | -18.1% | +16.8% | -1.3% |
| 6M | -4.3% | -23.5% | +19.1% | -4.4% |
| YTD | +2.1% | -21.6% | +23.7% | +2.2% |
| 1Y | -0.6% | -14.7% | +14.2% | -0.2% |
| All | +3.7% | -17.5% | +21.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling